arXiv:2412.04346cs.LGstat.ML2024-12NeurIPS被引 9

提出更鲁棒的预测优化方法,应对模型部署后数据分布变化带来的误差。

Distributionally Robust Performative Prediction

  • 构建分布鲁棒的预测优化框架,提升对分布变化的抗干扰能力
  • 理论证明该方法在分布误设时仍能逼近真实最优解
  • 适合实际部署中数据分布不明确或易变的场景

performative prediction旨在建模预测结果反过来影响目标系统的情形。追求可执行最优(PO)——即最小化可执行风险——通常依赖于对分布映射的建模,该映射描述了部署的机器学习模型如何改变数据分布。然而,分布映射不可避免的误设会导致对真实PO的不良近似。为解决此问题,我们引入一种新的分布鲁棒可执行预测框架,并研究一种称为分布鲁棒可执行最优(DRPO)的新解概念。我们证明了当名义分布映射与实际分布映射不一致时,DRPO作为真实PO的鲁棒近似具有可证明的保证。此外,分布鲁棒可执行预测可被重写为一个增强的可执行预测问题,从而实现高效优化。实验结果表明,当分布映射在微观或宏观层面出现误设时,DRPO相较于传统PO方法展现出潜在优势。

原文摘要 · Abstract (English)

Performative prediction aims to model scenarios where predictive outcomes subsequently influence the very systems they target. The pursuit of a performative optimum (PO) -- minimizing performative risk -- is generally reliant on modeling of the distribution map, which characterizes how a deployed ML model alters the data distribution. Unfortunately, inevitable misspecification of the distribution map can lead to a poor approximation of the true PO. To address this issue, we introduce a novel framework of distributionally robust performative prediction and study a new solution concept termed as distributionally robust performative optimum (DRPO). We show provable guarantees for DRPO as a robust approximation to the true PO when the nominal distribution map is different from the actual one. Moreover, distributionally robust performative prediction can be reformulated as an augmented performative prediction problem, enabling efficient optimization. The experimental results demonstrate that DRPO offers potential advantages over traditional PO approach when the distribution map is misspecified at either micro- or macro-level.

可执行预测鲁棒优化分布偏移

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